Title
Exploring the synergetic effects of sample types on the performance of ensembles for credit risk and corporate bankruptcy prediction.
Abstract
•We explore the effects of sample types on the predictive performance of ensembles.•We focus on credit risk and corporate bankruptcy prediction problems.•We characterize the databases based on the positive sample types.•We show that performance depends on the prevalent type of positive samples.
Year
DOI
Venue
2019
10.1016/j.inffus.2018.07.004
Information Fusion
Keywords
Field
DocType
Types of samples,Credit risk,Bankruptcy,Classifier ensemble,Imbalance
Ensembles of classifiers,AdaBoost,Binary classification,Bankruptcy prediction,Artificial intelligence,Random forest,Classifier (linguistics),Machine learning,Credit risk,Mathematics,Gradient boosting
Journal
Volume
ISSN
Citations 
47
1566-2535
2
PageRank 
References 
Authors
0.37
47
3
Name
Order
Citations
PageRank
Vicente García1786.37
A. I. Marqués220910.40
J. Salvador Sánchez313914.01